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We explore the properties of Milky Way (MW) subhaloes in self-interacting dark matter models for moderate cross-sections of 1–5 cm2 g−1 using high-resolution zoom-in N-body simulations. We include the gravitational potential of a baryonic disc and bulge matched to the MW, which is critical for getting accurate predictions. The predicted number and distribution of subhaloes within the host halo are similar for 1 and 5 cm2 g−1 models, and they agree with observations of MW satellite galaxies only if subhaloes with peak circular velocity over all time >7 km s−1 are able to form galaxies. We do not find distinctive signatures in the pericentre distribution of the subhaloes that could help distinguish the models. Using an analytical model to extend the simulation results, we are able to show that subhaloes in models with cross-sections between 1 and 5 cm2 g−1 are not dense enough to match the densest ultrafaint and classical dwarf spheroidal galaxies in the MW. This motivates exploring velocity-dependent cross-sections with values larger than 5 cm2 g−1 at the velocities relevant for the satellites such that core collapse would occur in some of the ultrafaint and classical dwarf spheroidals.

We point out an anticorrelation between the central dark matter (DM) densities of the bright Milky Way dwarf spheroidal galaxies (dSphs) and their orbital pericenter distances inferred from Gaia data. The dSphs that have not come close to the Milky Way centre (like Fornax, Carina and Sextans) are less dense in DM than those that have come closer (like Draco and Ursa Minor). The same anticorrelation cannot be inferred for the ultrafaint dSphs due to large scatter, while a trend that dSphs with more extended stellar distributions tend to have lower DM densities emerges with ultrafaints. We discuss how these inferences constrain proposed solutions to the Milky Way’s too-big-to-fail problem and provide new clues to decipher the nature of DM.